JP Morgan Call 115 CF 15.11.2024
/ DE000JK5EEK8
JP Morgan Call 115 CF 15.11.2024/ DE000JK5EEK8 /
2024-05-31 8:54:11 AM |
Chg.+0.002 |
Bid11:47:25 AM |
Ask11:47:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
+7.14% |
0.030 Bid Size: 2,000 |
0.120 Ask Size: 2,000 |
CF Industries Holdin... |
115.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK5EEK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
64.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.26 |
Parity: |
-3.51 |
Time value: |
0.11 |
Break-even: |
107.28 |
Moneyness: |
0.67 |
Premium: |
0.51 |
Premium p.a.: |
1.45 |
Spread abs.: |
0.08 |
Spread %: |
300.00% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
7.81 |
Rho: |
0.03 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.028 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.92% |
1 Month |
|
|
-60.53% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.037 |
0.028 |
1M High / 1M Low: |
0.076 |
0.022 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.034 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
283.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |